Maximum likelihood estimation of the parameters of stochastic differential equations. The primary objective of this project is to develop efficient algorithms for estimating the parameters of stochastic differential equations (SDEs) by simulated and exact maximum likelihood. The research will draw on both parametric and non-parametric analysis in novel ways to construct estimation procedures that are computationally feasible. These methods will then be applied in the area of finance and used to ....Maximum likelihood estimation of the parameters of stochastic differential equations. The primary objective of this project is to develop efficient algorithms for estimating the parameters of stochastic differential equations (SDEs) by simulated and exact maximum likelihood. The research will draw on both parametric and non-parametric analysis in novel ways to construct estimation procedures that are computationally feasible. These methods will then be applied in the area of finance and used to estimate the parameters of stochastic-volatility models, thus contributing to knowledge in a prominent area of complex systems, namely financial risk. The execution of this collaborative project will deliver quality research training in the topical area of mathematical finance and produce high-calibre postgraduates.
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Advanced nanoparticle stabilisation and functionalisation: small particles with huge potential. Australia is strongly investing in nanotechnology and through the governments priority goals 'Frontier Technologies for Building and Transforming Australian Industries' it has been recognised as an important area for investment. This proposal will help develop an internationally recognised nano-industry. It is envisaged that the particles made during this work will have direct implications for the pub ....Advanced nanoparticle stabilisation and functionalisation: small particles with huge potential. Australia is strongly investing in nanotechnology and through the governments priority goals 'Frontier Technologies for Building and Transforming Australian Industries' it has been recognised as an important area for investment. This proposal will help develop an internationally recognised nano-industry. It is envisaged that the particles made during this work will have direct implications for the public - creating a new class of medical diagnostic particles with better resolution and specificity. These particles have the potential to diagnose patients more precisely and at an earlier stage than is currently available. Additionally, these particles could be designed to load drugs and hence could be used to treat diseases such as cancer.Read moreRead less
Modelling Hidden Processes which Drive Economic and Financial Systems. The ability to forecast complex economic systems is crucial to benefit from peak performance, and to prepare for and safeguard against downturn. This project aims to make significant discoveries concerning hidden processes which drive such systems, using rigorous, cutting-edge, flexible econometric methods. Resulting outcomes will be improved understanding of - and ability to forecast - important economic phenomena such as vo ....Modelling Hidden Processes which Drive Economic and Financial Systems. The ability to forecast complex economic systems is crucial to benefit from peak performance, and to prepare for and safeguard against downturn. This project aims to make significant discoveries concerning hidden processes which drive such systems, using rigorous, cutting-edge, flexible econometric methods. Resulting outcomes will be improved understanding of - and ability to forecast - important economic phenomena such as volatility in price series, extremal (risky) behaviour of financial systems, and turning points of the business cycle. Discoveries will be disseminated through published papers and presentations at a major international conference. Ongoing e-research links with France will also be established.Read moreRead less
The role of households, neighbourhoods and networks in social statistics. Many issues affect the social progress of the country. Social research can determine the factors affecting issues such as unemployment, poverty, educational attainment, crime victimization and poor health. Survey and other data are used extensively to examine these conditions and their association with attributes of people. This project will provide methods to better determine the impact of effects associated with the h ....The role of households, neighbourhoods and networks in social statistics. Many issues affect the social progress of the country. Social research can determine the factors affecting issues such as unemployment, poverty, educational attainment, crime victimization and poor health. Survey and other data are used extensively to examine these conditions and their association with attributes of people. This project will provide methods to better determine the impact of effects associated with the household structure and other groups and social networks. The improved ability to assess the impact of these factors will have economic and social benefits. These benefits will arise from improved analysis leading to better decisions and improvements in the design of research studies improving their cost efficiency.Read moreRead less
Computational methods for precise reconstruction of white-matter fibre tracts in the human brain using diffusion tensor imaging. One in five Australians will experience a mental illness. This project will facilitate a new method for: (1) brain researchers to advance the fundamental understanding of mental illnesses and brain disorders; (2) medical clinicians to diagnose and assess the growing incidence of mental illness confronting Australia's ageing population, thereby addressing the ageing wel ....Computational methods for precise reconstruction of white-matter fibre tracts in the human brain using diffusion tensor imaging. One in five Australians will experience a mental illness. This project will facilitate a new method for: (1) brain researchers to advance the fundamental understanding of mental illnesses and brain disorders; (2) medical clinicians to diagnose and assess the growing incidence of mental illness confronting Australia's ageing population, thereby addressing the ageing well and ageing productively national research priority; and, (3) neurosurgeons to guide surgery via localisation of major neural tracts. In addition to contributing to the understanding, diagnosis and treatment of Australia's endemic mental health burden, this project will advance Australia's skill-base and international standing in basic scientific research.Read moreRead less
Peripheral aberrations of the human eye. This project will benefit Australia from several perspectives. It will make an important contribution to understanding limitations to peripheral vision of the eye, particularly as a result of refractive surgical intervention. This is important because many Australians will require such surgery. Being able to better measure and correct peripheral aberrations will lead to improved imaging of the eye and thus contribute to improved detection and diagnosis of ....Peripheral aberrations of the human eye. This project will benefit Australia from several perspectives. It will make an important contribution to understanding limitations to peripheral vision of the eye, particularly as a result of refractive surgical intervention. This is important because many Australians will require such surgery. Being able to better measure and correct peripheral aberrations will lead to improved imaging of the eye and thus contribute to improved detection and diagnosis of ophthalmic disease. The study will benefit ophthalmologists, optometrists, and engineers involved in designing visual instruments. This project will provide training in adaptive optics for graduate students not available in any other Australian institution.Read moreRead less
Branching in acrylic polymers: analysis and mechanistic understanding. Some polymers can be branched. This branching has major effects on the end-product performance of a polymer, for example in adhesives and the flexibility of rubbery materials. Full quantification of this branching (the lengths of branches and the rates of the processes that create them) has been impossible hitherto. Two new complementary techniques, a new analytical method developed by the applicant Fellow in Paris, and a new ....Branching in acrylic polymers: analysis and mechanistic understanding. Some polymers can be branched. This branching has major effects on the end-product performance of a polymer, for example in adhesives and the flexibility of rubbery materials. Full quantification of this branching (the lengths of branches and the rates of the processes that create them) has been impossible hitherto. Two new complementary techniques, a new analytical method developed by the applicant Fellow in Paris, and a new synthesis technique developed in Sydney, will be used as the platforms to devise the first means of determining this information and thus understanding and quantifying branching.Read moreRead less
Photodegradation of Oestrogenic Pollutants in the aquatic environment. Recent media attention has highlighted the problem of oestrogenic pollutants in the aquatic environment. This research proposes to investigate Photocatalysis of oestrogens in water using the magnetic titanium dioxide particles developed at the Centre for Particle and Catalyst Technologies in the University of New South Wales, Sydney. The natural oestrogens 17b-oestradiol, oestrone and oestriol and the synthetic oestrogen 17a- ....Photodegradation of Oestrogenic Pollutants in the aquatic environment. Recent media attention has highlighted the problem of oestrogenic pollutants in the aquatic environment. This research proposes to investigate Photocatalysis of oestrogens in water using the magnetic titanium dioxide particles developed at the Centre for Particle and Catalyst Technologies in the University of New South Wales, Sydney. The natural oestrogens 17b-oestradiol, oestrone and oestriol and the synthetic oestrogen 17a-ethynyl oestradiol (the main constituent of the contraceptive pill) will be investigated in the photocatalytic system. Degradation will be monitored using various analytical techniques. Other commercial catalysts will also be investigated and compared with the magnetic catalyst and previous catalysts tested.Read moreRead less
Raman spectroscopy and imaging of natural and synthetic melanins. The national benefit of this research lies in three main areas. First, this research could lead to a non-invasive diagnostic for melanoma. Second, it could reveal stronger connections between melanin and melanoma development than previously believed and thus inspire possible methods of treatment or prevention of melanoma. Given Australia's high incidence of melanoma, these could have an enormous impact on our health care system. T ....Raman spectroscopy and imaging of natural and synthetic melanins. The national benefit of this research lies in three main areas. First, this research could lead to a non-invasive diagnostic for melanoma. Second, it could reveal stronger connections between melanin and melanoma development than previously believed and thus inspire possible methods of treatment or prevention of melanoma. Given Australia's high incidence of melanoma, these could have an enormous impact on our health care system. Third, it will increase our understanding of the melanin pigment and further establish Australia as a leader in this field. Given the links between melanin and Parkinson's Disease and immune response, this understanding could have greater impact on health care than simply melanoma.Read moreRead less
The kinematics of the anterior eye deformation. This project has a potential to benefit Australia from a number of perspectives. The outcomes will provide ophthalmologists and optometrists with currently unavailable knowledge on dynamic behaviour of eye. In particular the research will identify aspects of corneal deformation that in turn will help improve the accuracy of refractive surgeries and aid in the management of glaucoma. Also, the knowledge generated through this project will be of valu ....The kinematics of the anterior eye deformation. This project has a potential to benefit Australia from a number of perspectives. The outcomes will provide ophthalmologists and optometrists with currently unavailable knowledge on dynamic behaviour of eye. In particular the research will identify aspects of corneal deformation that in turn will help improve the accuracy of refractive surgeries and aid in the management of glaucoma. Also, the knowledge generated through this project will be of value to engineers designing advanced clinical instrument for measuring eye parameters. Read moreRead less